CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6691 |
0.6741 |
0.0050 |
0.7% |
0.6720 |
| High |
0.6746 |
0.6797 |
0.0051 |
0.8% |
0.6788 |
| Low |
0.6681 |
0.6741 |
0.0060 |
0.9% |
0.6650 |
| Close |
0.6732 |
0.6755 |
0.0023 |
0.3% |
0.6732 |
| Range |
0.0065 |
0.0056 |
-0.0009 |
-13.8% |
0.0138 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
59,182 |
50,920 |
-8,262 |
-14.0% |
352,288 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6932 |
0.6899 |
0.6785 |
|
| R3 |
0.6876 |
0.6843 |
0.6770 |
|
| R2 |
0.6820 |
0.6820 |
0.6765 |
|
| R1 |
0.6787 |
0.6787 |
0.6760 |
0.6804 |
| PP |
0.6764 |
0.6764 |
0.6764 |
0.6772 |
| S1 |
0.6731 |
0.6731 |
0.6749 |
0.6748 |
| S2 |
0.6708 |
0.6708 |
0.6744 |
|
| S3 |
0.6652 |
0.6675 |
0.6739 |
|
| S4 |
0.6596 |
0.6619 |
0.6724 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7136 |
0.7071 |
0.6807 |
|
| R3 |
0.6998 |
0.6934 |
0.6769 |
|
| R2 |
0.6861 |
0.6861 |
0.6757 |
|
| R1 |
0.6796 |
0.6796 |
0.6744 |
0.6828 |
| PP |
0.6723 |
0.6723 |
0.6723 |
0.6739 |
| S1 |
0.6659 |
0.6659 |
0.6719 |
0.6691 |
| S2 |
0.6586 |
0.6586 |
0.6706 |
|
| S3 |
0.6448 |
0.6521 |
0.6694 |
|
| S4 |
0.6311 |
0.6384 |
0.6656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6797 |
0.6650 |
0.0147 |
2.2% |
0.0085 |
1.3% |
71% |
True |
False |
68,489 |
| 10 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0096 |
1.4% |
39% |
False |
False |
70,175 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0094 |
1.4% |
39% |
False |
False |
37,305 |
| 40 |
0.6919 |
0.6310 |
0.0609 |
9.0% |
0.0094 |
1.4% |
73% |
False |
False |
18,915 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.3% |
0.0090 |
1.3% |
76% |
False |
False |
12,624 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.4% |
0.0085 |
1.3% |
76% |
False |
False |
9,477 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.5% |
0.0072 |
1.1% |
58% |
False |
False |
7,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7035 |
|
2.618 |
0.6943 |
|
1.618 |
0.6887 |
|
1.000 |
0.6853 |
|
0.618 |
0.6831 |
|
HIGH |
0.6797 |
|
0.618 |
0.6775 |
|
0.500 |
0.6769 |
|
0.382 |
0.6762 |
|
LOW |
0.6741 |
|
0.618 |
0.6706 |
|
1.000 |
0.6685 |
|
1.618 |
0.6650 |
|
2.618 |
0.6594 |
|
4.250 |
0.6503 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6769 |
0.6747 |
| PP |
0.6764 |
0.6740 |
| S1 |
0.6759 |
0.6733 |
|